Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 155,932
Positions
40,831 8,831 4,592 34,890 38,895 5,291 11,667 49,750 14,546 16,424 752 53 27,638 33,223
Changes from: February 12, 2019 Total Change is: 2,665
-489 2,405 428 3,844 2,929 -3,228 -279 -2,012 1,093 868 713 48 380 289
Percent of Open Interest Represented by Each Category of Trader
26.2 5.7 2.9 22.4 24.9 3.4 7.5 31.9 9.3 10.5 0.5 0.0 17.7 21.3
Number of Traders in Each Category Total Traders: 106
9 5 7 14 17 11 18 26 18 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 75,358
Positions
46,188 3,122 204 1,477 24,872 667 16,344 20,320 1,194 438 919 0 8,845 24,060
Changes from: February 12, 2019 Total Change is: 2,499
3,279 119 5 140 2,332 -1,045 -495 985 0 438 0 0 177 103
Percent of Open Interest Represented by Each Category of Trader
61.3 4.1 0.3 2.0 33.0 0.9 21.7 27.0 1.6 0.6 1.2 0.0 11.7 31.9
Number of Traders in Each Category Total Traders: 59
7 . . . 18 . 12 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 240,142
Positions
73,781 25,948 10,235 48,069 78,600 7,089 33,075 43,970 29,460 12,269 7,487 306 25,857 37,047
Changes from: February 12, 2019 Total Change is: 14,848
4,801 -1,823 2,013 -1,714 1,233 1,495 3,931 7,725 3,858 -149 86 15 597 245
Percent of Open Interest Represented by Each Category of Trader
30.7 10.8 4.3 20.0 32.7 3.0 13.8 18.3 12.3 5.1 3.1 0.1 10.8 15.4
Number of Traders in Each Category Total Traders: 122
9 8 9 11 28 12 25 31 25 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 206,343
Positions
74,298 70,873 8,310 33,410 34,497 11,680 26,127 28,517 18,648 4,979 2,689 252 28,638 30,878
Changes from: February 12, 2019 Total Change is: -2,006
2,882 -12,096 -1,137 -1,185 8,457 614 1,893 3,438 -862 -3,633 180 45 -622 -645
Percent of Open Interest Represented by Each Category of Trader
36.0 34.3 4.0 16.2 16.7 5.7 12.7 13.8 9.0 2.4 1.3 0.1 13.9 15.0
Number of Traders in Each Category Total Traders: 117
6 11 10 19 20 13 23 30 24 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 590,474
Positions
45,420 120,792 17,454 310,388 168,883 31,576 27,130 122,454 40,674 19,657 20,426 664 97,510 67,551
Changes from: February 12, 2019 Total Change is: 3,845
2,171 -6,763 3,581 -2,501 952 2,606 -6,973 -538 4,207 -1,513 330 -34 2,300 -496
Percent of Open Interest Represented by Each Category of Trader
7.7 20.5 3.0 52.6 28.6 5.3 4.6 20.7 6.9 3.3 3.5 0.1 16.5 11.4
Number of Traders in Each Category Total Traders: 292
18 8 15 99 39 48 30 57 31 23 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,424
Positions
0 13,797 0 13,104 6,866 2,603 1,742 0 10 0 727 5 12,960 6,416
Changes from: February 12, 2019 Total Change is: 772
0 10 0 -372 335 -9 1,214 0 10 0 0 0 -71 426
Percent of Open Interest Represented by Each Category of Trader
0.0 45.3 0.0 43.1 22.6 8.6 5.7 0.0 0.0 0.0 2.4 0.0 42.6 21.1
Number of Traders in Each Category Total Traders: 23
0 . 0 13 5 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,630
Positions
5,957 6,086 651 9,453 11,131 2,192 1,376 1,230 1 0 0 0 7,000 5,339
Changes from: February 12, 2019 Total Change is: 235
77 -10 10 25 576 -9 627 -18 1 0 0 0 -496 -315
Percent of Open Interest Represented by Each Category of Trader
22.4 22.9 2.4 35.5 41.8 8.2 5.2 4.6 0.0 0.0 0.0 0.0 26.3 20.0
Number of Traders in Each Category Total Traders: 21
. . . 7 8 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 143,544
Positions
56,270 9,503 5,527 14,213 37,164 3,639 19,970 29,506 13,336 4,431 5,262 218 25,939 39,389
Changes from: February 12, 2019 Total Change is: 3,359
7,264 -1,608 608 -6,245 -179 495 -2,106 620 757 540 -142 59 1,986 2,749
Percent of Open Interest Represented by Each Category of Trader
39.2 6.6 3.9 9.9 25.9 2.5 13.9 20.6 9.3 3.1 3.7 0.2 18.1 27.4
Number of Traders in Each Category Total Traders: 89
9 6 8 8 21 10 16 22 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 49,368
Positions
0 30,051 505 43,242 596 0 2,942 14,019 201 450 2,670 0 2,028 1,326
Changes from: February 12, 2019 Total Change is: 4,996
0 3,007 0 5,559 -28 0 -793 1,385 156 0 70 0 74 406
Percent of Open Interest Represented by Each Category of Trader
0.0 60.9 1.0 87.6 1.2 0.0 6.0 28.4 0.4 0.9 5.4 0.0 4.1 2.7
Number of Traders in Each Category Total Traders: 34
0 6 . 7 . 0 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 234,762
Positions
711 125,184 1,213 140,422 13,472 846 80,999 55,031 932 2,544 23,587 0 7,095 14,497
Changes from: February 12, 2019 Total Change is: 10,265
-43 2,487 -50 1,855 3,298 -651 8,244 6,044 66 229 -10,457 0 615 9,528
Percent of Open Interest Represented by Each Category of Trader
0.3 53.3 0.5 59.8 5.7 0.4 34.5 23.4 0.4 1.1 10.0 0.0 3.0 6.2
Number of Traders in Each Category Total Traders: 171
4 8 . 29 12 . 56 37 7 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 14,898
Positions
325 1,584 27 888 3,049 0 9,522 8,625 487 660 375 0 2,989 751
Changes from: February 12, 2019 Total Change is: 937
-106 0 0 298 49 0 539 977 0 100 -25 0 106 -64
Percent of Open Interest Represented by Each Category of Trader
2.2 10.6 0.2 6.0 20.5 0.0 63.9 57.9 3.3 4.4 2.5 0.0 20.1 5.0
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,787
Positions
10,335 2,567 79 11,686 9,136 453 8,657 14,640 2,171 255 2,468 0 3,151 5,273
Changes from: February 12, 2019 Total Change is: 832
938 1,369 -125 2 -2,252 236 -453 1,132 134 255 324 0 -155 13
Percent of Open Interest Represented by Each Category of Trader
28.1 7.0 0.2 31.8 24.8 1.2 23.5 39.8 5.9 0.7 6.7 0.0 8.6 14.3
Number of Traders in Each Category Total Traders: 82
5 5 . 11 10 . 20 24 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 28,887
Positions
4,512 11,087 6,464 16,499 1,911 1 241 7,465 63 0 280 0 1,107 1,616
Changes from: February 12, 2019 Total Change is: -354
2,275 -540 464 -2,065 207 0 -798 -873 63 0 -150 0 -293 475
Percent of Open Interest Represented by Each Category of Trader
15.6 38.4 22.4 57.1 6.6 0.0 0.8 25.8 0.2 0.0 1.0 0.0 3.8 5.6
Number of Traders in Each Category Total Traders: 23
. . . 4 . . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 42,325
Positions
12,153 18,204 1,051 8,292 3,592 1,273 10,101 5,002 1,157 1,295 1,642 387 6,616 10,017
Changes from: February 12, 2019 Total Change is: -786
-1,448 366 3 -379 -2,264 292 937 -564 321 -155 -84 16 -373 1,127
Percent of Open Interest Represented by Each Category of Trader
28.7 43.0 2.5 19.6 8.5 3.0 23.9 11.8 2.7 3.1 3.9 0.9 15.6 23.7
Number of Traders in Each Category Total Traders: 100
15 17 7 15 4 6 20 16 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 84,649
Positions
24,306 36,408 2,102 16,584 7,183 2,546 20,203 10,005 2,313 2,590 3,285 773 13,232 20,034
Changes from: February 12, 2019 Total Change is: -1,571
-2,895 732 6 -758 -4,527 584 1,874 -1,127 643 -310 -168 32 -746 2,255
Percent of Open Interest Represented by Each Category of Trader
28.7 43.0 2.5 19.6 8.5 3.0 23.9 11.8 2.7 3.1 3.9 0.9 15.6 23.7
Number of Traders in Each Category Total Traders: 100
15 17 7 15 4 6 20 16 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 31,246
Positions
10,259 25,863 0 18,508 1,218 626 360 2,515 0 0 446 0 1,493 578
Changes from: February 12, 2019 Total Change is: 1,259
-297 1,204 0 1,302 -40 220 -45 70 0 0 0 0 79 -195
Percent of Open Interest Represented by Each Category of Trader
32.8 82.8 0.0 59.2 3.9 2.0 1.2 8.0 0.0 0.0 1.4 0.0 4.8 1.8
Number of Traders in Each Category Total Traders: 25
. 7 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 795,461
Positions
56,396 94,817 73,353 246,207 140,557 65,260 50,949 79,631 153,999 16,935 51,331 24,126 108,235 112,386
Changes from: February 12, 2019 Total Change is: -14,811
3,654 -3,198 -5,082 -15 1,417 -2,588 925 8,375 -16,576 -179 90 -904 5,954 3,655
Percent of Open Interest Represented by Each Category of Trader
7.1 11.9 9.2 31.0 17.7 8.2 6.4 10.0 19.4 2.1 6.5 3.0 13.6 14.1
Number of Traders in Each Category Total Traders: 628
38 35 49 166 107 140 71 111 105 58 42 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 87,301
Positions
25,269 5,857 9,108 3,295 7,901 2,484 13,384 4,265 11,793 54 11 334 21,579 45,548
Changes from: February 12, 2019 Total Change is: -778
400 236 -1,165 34 -868 195 -225 1,876 -2,945 8 -1 137 2,782 1,757
Percent of Open Interest Represented by Each Category of Trader
28.9 6.7 10.4 3.8 9.1 2.8 15.3 4.9 13.5 0.1 0.0 0.4 24.7 52.2
Number of Traders in Each Category Total Traders: 49
7 6 6 . . . 9 14 20 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,941
Positions
2,836 11,124 0 8,185 857 101 483 574 0 0 0 0 2,336 1,285
Changes from: February 12, 2019 Total Change is: 1,391
66 1,285 0 1,149 0 -60 0 0 0 0 0 0 236 166
Percent of Open Interest Represented by Each Category of Trader
20.3 79.8 0.0 58.7 6.1 0.7 3.5 4.1 0.0 0.0 0.0 0.0 16.8 9.2
Number of Traders in Each Category Total Traders: 23
. 9 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,540,798
Positions
253,474 542,640 223,385 1,221,697 670,416 306,742 251,383 440,391 647,473 84,406 256,600 118,960 433,278 334,192
Changes from: February 12, 2019 Total Change is: -70,164
3,795 -29,645 -7,114 -2,067 9,606 -12,090 5,554 32,300 -67,960 -935 456 -5,206 15,858 9,490
Percent of Open Interest Represented by Each Category of Trader
7.2 15.3 6.3 34.5 18.9 8.7 7.1 12.4 18.3 2.4 7.2 3.4 12.2 9.4
Number of Traders in Each Category Total Traders: 616
36 37 46 167 105 138 72 103 99 55 41 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,515
Positions
6,083 14,464 1 5,785 369 4 960 0 0 836 0 0 1,846 677
Changes from: February 12, 2019 Total Change is: -25
-150 57 0 80 0 0 -179 0 0 0 0 0 224 -82
Percent of Open Interest Represented by Each Category of Trader
39.2 93.2 0.0 37.3 2.4 0.0 6.2 0.0 0.0 5.4 0.0 0.0 11.9 4.4
Number of Traders in Each Category Total Traders: 21
. 8 . 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,971
Positions
11,703 12,701 0 3,095 1,400 219 228 600 0 0 825 0 1,726 1,226
Changes from: February 12, 2019 Total Change is: 906
-3 234 0 -175 0 158 0 -214 0 0 0 0 926 728
Percent of Open Interest Represented by Each Category of Trader
69.0 74.8 0.0 18.2 8.2 1.3 1.3 3.5 0.0 0.0 4.9 0.0 10.2 7.2
Number of Traders in Each Category Total Traders: 21
5 7 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,368
Positions
7,729 10,514 0 4,353 2,618 954 1,444 1,060 0 0 890 0 2,888 1,332
Changes from: February 12, 2019 Total Change is: -1,963
0 0 0 6 -2,389 155 0 0 0 0 0 0 -2,124 271
Percent of Open Interest Represented by Each Category of Trader
44.5 60.5 0.0 25.1 15.1 5.5 8.3 6.1 0.0 0.0 5.1 0.0 16.6 7.7
Number of Traders in Each Category Total Traders: 24
5 5 0 5 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 67,523
Positions
11,115 11,420 2,604 39,604 36,490 3,232 1,434 4,764 154 263 4,479 0 9,117 4,380
Changes from: February 12, 2019 Total Change is: 2,416
268 4,112 -672 1,732 -951 101 84 -88 109 0 -30 0 794 -165
Percent of Open Interest Represented by Each Category of Trader
16.5 16.9 3.9 58.7 54.0 4.8 2.1 7.1 0.2 0.4 6.6 0.0 13.5 6.5
Number of Traders in Each Category Total Traders: 82
4 10 . 35 18 15 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,737
Positions
17,840 10,795 348 11,878 13,266 936 5,932 8,188 3,514 1,724 1,837 25 5,540 8,827
Changes from: February 12, 2019 Total Change is: 597
639 461 -164 626 279 284 -182 255 -632 32 270 -11 7 -143
Percent of Open Interest Represented by Each Category of Trader
37.4 22.6 0.7 24.9 27.8 2.0 12.4 17.2 7.4 3.6 3.8 0.1 11.6 18.5
Number of Traders in Each Category Total Traders: 248
23 20 8 52 36 27 31 53 31 9 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 238,683
Positions
89,199 53,977 1,738 59,389 66,332 4,682 29,659 40,939 17,569 8,618 9,183 127 27,701 44,136
Changes from: February 12, 2019 Total Change is: 2,987
3,195 2,304 -822 3,129 1,393 1,419 -911 1,274 -3,160 160 1,350 -57 34 -713
Percent of Open Interest Represented by Each Category of Trader
37.4 22.6 0.7 24.9 27.8 2.0 12.4 17.2 7.4 3.6 3.8 0.1 11.6 18.5
Number of Traders in Each Category Total Traders: 248
23 20 8 52 36 27 31 53 31 9 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 498,848
Positions
98,927 80,605 10,295 256,562 224,190 40,919 56,027 81,865 9,071 9,258 31,150 31 17,759 20,722
Changes from: February 12, 2019 Total Change is: -2,630
-3,571 6,568 -998 2,729 -7,462 1,040 -1,759 -6,310 -797 170 4,295 -140 696 1,175
Percent of Open Interest Represented by Each Category of Trader
19.8 16.2 2.1 51.4 44.9 8.2 11.2 16.4 1.8 1.9 6.2 0.0 3.6 4.2
Number of Traders in Each Category Total Traders: 294
27 18 9 78 57 48 37 57 31 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,406
Positions
4,969 3,466 0 10,434 566 552 5,206 21,195 504 1,477 0 0 6,264 3,123
Changes from: February 12, 2019 Total Change is: 2,672
-40 4 0 -282 25 226 2,090 1,946 479 -444 0 0 643 -8
Percent of Open Interest Represented by Each Category of Trader
16.9 11.8 0.0 35.5 1.9 1.9 17.7 72.1 1.7 5.0 0.0 0.0 21.3 10.6
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 4 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 73,176
Positions
15,184 14,162 1,366 18,585 6,852 2,278 25,286 10,765 1,181 334 400 0 8,962 36,172
Changes from: February 12, 2019 Total Change is: -2,823
-844 2,702 98 -1,793 -349 168 -1,128 3,607 729 32 -491 0 -85 -9,287
Percent of Open Interest Represented by Each Category of Trader
20.7 19.4 1.9 25.4 9.4 3.1 34.6 14.7 1.6 0.5 0.5 0.0 12.2 49.4
Number of Traders in Each Category Total Traders: 73
15 8 . 17 8 8 10 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,067
Positions
28,694 185,688 3,218 226,425 77,594 21,488 16,444 14,224 215 6,194 1,481 0 8,389 7,159
Changes from: February 12, 2019 Total Change is: 2,670
-733 566 31 464 -690 1,330 1,702 1,955 107 218 -220 0 -449 -409
Percent of Open Interest Represented by Each Category of Trader
9.2 59.7 1.0 72.8 24.9 6.9 5.3 4.6 0.1 2.0 0.5 0.0 2.7 2.3
Number of Traders in Each Category Total Traders: 166
12 11 5 65 36 27 18 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,384,151
Positions
83,671 932,511 3,427 1,033,346 227,754 103,394 91,027 91,196 1,664 33,354 11,458 491 33,777 12,256
Changes from: February 12, 2019 Total Change is: -6,508
-6,049 -7,457 -162 -16,172 -3,917 3,223 8,855 1,712 57 -207 -93 -62 4,009 191
Percent of Open Interest Represented by Each Category of Trader
6.0 67.4 0.2 74.7 16.5 7.5 6.6 6.6 0.1 2.4 0.8 0.0 2.4 0.9
Number of Traders in Each Category Total Traders: 429
23 22 9 186 63 86 60 35 11 33 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 77,003
Positions
29,433 47,401 28,936 7,240 0 305 10,012 0 300 752 0 0 25 61
Changes from: February 12, 2019 Total Change is: 504
-157 42 639 0 0 0 0 0 -178 200 0 0 0 1
Percent of Open Interest Represented by Each Category of Trader
38.2 61.6 37.6 9.4 0.0 0.4 13.0 0.0 0.4 1.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,219,658
Positions
11,363 99,385 42,556 487,282 373,481 214,863 88,582 109,939 167,676 23,536 29,991 8,354 175,447 173,414
Changes from: February 12, 2019 Total Change is: 62,582
4,673 14,874 3,004 3,773 12,540 9,257 28,609 12,813 14,402 -1,436 320 -2,382 2,682 -2,247
Percent of Open Interest Represented by Each Category of Trader
0.9 8.1 3.5 40.0 30.6 17.6 7.3 9.0 13.7 1.9 2.5 0.7 14.4 14.2
Number of Traders in Each Category Total Traders: 195
8 22 21 61 30 53 24 33 45 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,224,825
Positions
7,577 238,349 9,402 725,729 39,668 190,643 24,974 603,068 51,518 43,665 0 251 171,066 91,926
Changes from: February 12, 2019 Total Change is: -1,141
-2,759 -8,387 6,664 -22,006 148 -1,232 -828 -9,278 13,859 -1,155 0 -11 6,326 -2,905
Percent of Open Interest Represented by Each Category of Trader
0.6 19.5 0.8 59.3 3.2 15.6 2.0 49.2 4.2 3.6 0.0 0.0 14.0 7.5
Number of Traders in Each Category Total Traders: 137
. 14 9 67 11 49 10 29 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,276,949
Positions
137,395 239,595 39,173 1,325,433 312,701 292,141 501,563 1,728,363 327,075 436,160 175,387 19,437 198,572 143,078
Changes from: February 12, 2019 Total Change is: -1,747
11,211 -22,508 -2,495 -7,597 12,338 8,639 -23,565 -24,201 12,342 -538 -3,150 -8,288 8,544 25,576
Percent of Open Interest Represented by Each Category of Trader
4.2 7.3 1.2 40.4 9.5 8.9 15.3 52.7 10.0 13.3 5.4 0.6 6.1 4.4
Number of Traders in Each Category Total Traders: 332
16 30 17 103 32 71 56 54 44 21 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,874,532
Positions
177,949 371,896 218,217 1,948,841 894,109 778,033 323,577 1,272,077 607,882 286,015 227,745 55,046 478,972 449,527
Changes from: February 12, 2019 Total Change is: 115,607
13,525 37,381 4,241 58,207 -4,872 -5,377 12,644 34,228 40,430 -17,951 -12,304 611 9,275 21,267
Percent of Open Interest Represented by Each Category of Trader
3.7 7.6 4.5 40.0 18.3 16.0 6.6 26.1 12.5 5.9 4.7 1.1 9.8 9.2
Number of Traders in Each Category Total Traders: 426
21 40 44 104 75 110 70 73 92 25 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 690,339
Positions
22,226 89,790 1,634 272,542 211,881 91,646 125,413 119,182 6,911 58,586 15,767 500 110,881 153,028
Changes from: February 12, 2019 Total Change is: 6,644
6,579 2,170 306 2,154 3,116 4,988 -505 1,742 -1,071 -2,644 -835 0 -3,163 -3,772
Percent of Open Interest Represented by Each Category of Trader
3.2 13.0 0.2 39.5 30.7 13.3 18.2 17.3 1.0 8.5 2.3 0.1 16.1 22.2
Number of Traders in Each Category Total Traders: 106
. 8 4 28 36 41 14 10 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,864,455
Positions
114,290 438,577 142,304 2,359,767 787,528 696,772 520,011 1,651,974 436,340 212,582 336,894 12,522 369,866 361,544
Changes from: February 12, 2019 Total Change is: 64,493
3,473 9,711 16,837 -47,263 7,919 27,513 30,553 -29,879 62,211 -21,861 -5,987 -2,887 -4,083 -20,945
Percent of Open Interest Represented by Each Category of Trader
2.3 9.0 2.9 48.5 16.2 14.3 10.7 34.0 9.0 4.4 6.9 0.3 7.6 7.4
Number of Traders in Each Category Total Traders: 349
13 36 27 94 56 90 49 62 65 14 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,818,913
Positions
510,678 249,926 465,127 40,403 16,000 77,090 194,254 503,981 409,919 59,697 12,879 23,863 37,882 60,128
Changes from: February 12, 2019 Total Change is: -7,029
-127 3,272 -8,475 6,724 -676 -4,590 6,885 13,654 -5,620 2,132 -348 -3,353 -604 -892
Percent of Open Interest Represented by Each Category of Trader
28.1 13.7 25.6 2.2 0.9 4.2 10.7 27.7 22.5 3.3 0.7 1.3 2.1 3.3
Number of Traders in Each Category Total Traders: 153
23 34 49 5 5 5 27 35 45 8 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,060,789
Positions
2,833,264 1,370,053 4,795,441 483,504 1,452,004 1,637,287 1,097,024 909,745 11,117,134 122,314 389,661 300,992 673,828 1,088,471
Changes from: February 12, 2019 Total Change is: -612,878
-53,621 48,026 -237,220 19,695 -46,969 -86,496 68,660 38,387 -246,456 857 -5,551 -34,893 -43,404 -41,705
Percent of Open Interest Represented by Each Category of Trader
12.3 5.9 20.8 2.1 6.3 7.1 4.8 3.9 48.2 0.5 1.7 1.3 2.9 4.7
Number of Traders in Each Category Total Traders: 326
24 53 73 14 38 47 52 85 123 17 32 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 52,360
Positions
5,830 19,625 7,765 134 0 0 25,177 11,537 12,835 25 0 0 594 598
Changes from: February 12, 2019 Total Change is: 4,886
0 2,665 100 0 0 0 2,556 -134 2,001 0 0 0 229 254
Percent of Open Interest Represented by Each Category of Trader
11.1 37.5 14.8 0.3 0.0 0.0 48.1 22.0 24.5 0.0 0.0 0.0 1.1 1.1
Number of Traders in Each Category Total Traders: 32
. 9 7 . 0 0 13 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 47,697
Positions
15,902 11,075 9,388 400 2,745 104 13,841 16,934 6,647 1,204 0 0 211 804
Changes from: February 12, 2019 Total Change is: 2,943
1,108 934 560 -151 345 -296 2,637 2,212 -824 0 0 0 -91 12
Percent of Open Interest Represented by Each Category of Trader
33.3 23.2 19.7 0.8 5.8 0.2 29.0 35.5 13.9 2.5 0.0 0.0 0.4 1.7
Number of Traders in Each Category Total Traders: 46
7 8 9 . . . 11 15 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,162
Positions
599 4,238 0 1,346 8,404 9 12,373 12,865 111 15,605 1,235 0 119 3,300
Changes from: February 12, 2019 Total Change is: 508
-69 181 0 0 44 -6 238 238 0 260 0 0 85 51
Percent of Open Interest Represented by Each Category of Trader
2.0 14.1 0.0 4.5 27.9 0.0 41.0 42.7 0.4 51.7 4.1 0.0 0.4 10.9
Number of Traders in Each Category Total Traders: 34
. 4 0 . 10 . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 14,942
Positions
5,318 2,653 0 730 2,043 44 8,822 7,283 0 0 407 0 28 2,512
Changes from: February 12, 2019 Total Change is: 43
-413 437 0 0 -81 -11 451 -916 0 0 0 0 16 614
Percent of Open Interest Represented by Each Category of Trader
35.6 17.8 0.0 4.9 13.7 0.3 59.0 48.7 0.0 0.0 2.7 0.0 0.2 16.8
Number of Traders in Each Category Total Traders: 28
. 4 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 72,833
Positions
1,830 4,538 32,094 0 220 0 17,269 8,111 21,364 30 6,225 246 0 35
Changes from: February 12, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 6.2 44.1 0.0 0.3 0.0 23.7 11.1 29.3 0.0 8.5 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 4 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,616
Positions
55 0 0 0 27 0 486 1,692 173 1,183 1,338 63 1,656 323
Changes from: February 12, 2019 Total Change is: -343
0 0 0 0 0 0 60 -609 -268 -36 805 -173 74 -98
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.7 0.0 13.4 46.8 4.8 32.7 37.0 1.7 45.8 8.9
Number of Traders in Each Category Total Traders: 41
. 0 0 0 . 0 5 13 . 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,964
Positions
0 97 27 170 165 52 1,834 2,259 268 704 761 51 858 284
Changes from: February 12, 2019 Total Change is: 603
0 0 16 36 -40 37 137 169 36 194 299 51 96 35
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.7 4.3 4.2 1.3 46.3 57.0 6.8 17.8 19.2 1.3 21.6 7.2
Number of Traders in Each Category Total Traders: 46
0 . . . . . 11 15 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,144
Positions
136 36,747 0 20,651 2,348 409 29,334 14,582 1,911 2,799 463 197 3,708 2,487
Changes from: February 12, 2019 Total Change is: 2,570
0 -57 0 1,483 179 15 1,189 2,680 -145 -268 -286 133 163 51
Percent of Open Interest Represented by Each Category of Trader
0.2 62.1 0.0 34.9 4.0 0.7 49.6 24.7 3.2 4.7 0.8 0.3 6.3 4.2
Number of Traders in Each Category Total Traders: 107
. . 0 13 9 . 39 17 8 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 362,919
Positions
45,991 17,663 13,378 85,470 70,745 23,229 53,885 97,208 97,383 8,913 4,125 11,944 22,726 27,244
Changes from: February 12, 2019 Total Change is: -1,932
619 -4,473 -11,686 17,747 2,667 -2,178 -5,093 18,519 -3,754 186 -1,167 2,561 -334 -2,421
Percent of Open Interest Represented by Each Category of Trader
12.7 4.9 3.7 23.6 19.5 6.4 14.8 26.8 26.8 2.5 1.1 3.3 6.3 7.5
Number of Traders in Each Category Total Traders: 183
14 10 14 25 27 27 35 48 50 8 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 29,130
Positions
1,949 760 1,143 16,245 17,076 189 8,068 9,395 101 1,239 436 0 196 30
Changes from: February 12, 2019 Total Change is: 0
990 68 0 -1,137 0 0 160 -48 1 -8 -5 0 -6 -16
Percent of Open Interest Represented by Each Category of Trader
6.7 2.6 3.9 55.8 58.6 0.6 27.7 32.3 0.3 4.3 1.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
. . . 11 4 . 6 8 . 9 . 0
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Updated March 01, 2019